Question

Does there exist closed-form solutions for calculations in the EM-algorithm for Gaussian Mixtures?

score 411 · Answer 1 · 2026-03-25 09:48:41

411

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Does there exist closed-form solutions for calculations in the EM-algorithm for Gaussian Mixtures?

Published on 25 Mar 2026 - 9:48

score 1.6k · Answer 2 · 2016-11-08 03:27:06

1.6k

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Normal Distribution P(Z= 1.75)

Published on 08 Nov 2016 - 3:27

score 1.3k · Answer 3 · 2016-11-08 04:30:31

1.3k

Views

Is $cY$ lognormal?

Published on 08 Nov 2016 - 4:30

score 470 · Answer 4 · 2016-11-08 20:55:12

470

Views

$Y$ is normally distributed or constant if $X$ and $X+Y$ are normally distributed and $X$, $Y$ are independent

Published on 08 Nov 2016 - 20:55

score 200 · Answer 5 · 2016-11-10 13:11:53

200

Views

Compute $E\left(\min( z_1^2+z_2^2, \eta_0)\cdot\min( z_1^2-2\rho z_1z_2+z_2^2, \eta_1)\right)$ with $(z_1,z_2)$ centered normal

Published on 10 Nov 2016 - 13:11

score 70 · Answer 6 · 2016-11-12 03:03:29

70

Views

Finding the limit of the DF of the arithmetic mean of RVs

Published on 12 Nov 2016 - 3:03

score 613 · Answer 7 · 2016-11-12 11:34:39

613

Views

Maximum value of n Normal distribution with different means

Published on 12 Nov 2016 - 11:34

score 2k · Answer 8 · 2016-11-12 17:09:54

2k

Views

Variance of XY for 2 correlated normal variables

Published on 12 Nov 2016 - 17:09

score 166 · Answer 9 · 2016-11-12 20:07:27

166

Views

$E(X|X>Y)$ for i.i.d normals?

Published on 12 Nov 2016 - 20:07

score 2.7k · Answer 10 · 2026-03-25 12:21:27

2.7k

Views

How does one solve a bivariate normal density function?

Published on 25 Mar 2026 - 12:21

score 361 · Answer 11 · 2026-03-31 21:11:42

361

Views

What is the covariance of $\min(X,Y)$ and $\min(X,Z)$ when $X$, $Y$, $Z$ are i.i.d. standard normal?

Published on 31 Mar 2026 - 21:11

score 60 · Answer 12 · 2026-04-01 06:27:25

60

Views

Standard Normal Distribution & Altered Expectation

Published on 01 Apr 2026 - 6:27

score 406 · Answer 13 · 2016-11-14 06:09:39

406

Views

Find the transformation matrix $A$ of a random vector $X $such that $Y = XA^T$ has uncorrelated components.

Published on 14 Nov 2016 - 6:09

score 333 · Answer 14 · 2026-03-31 12:16:06

333

Views

Independence of the absolute value of a standard normal distribution to its positive indicator

Published on 31 Mar 2026 - 12:16

score 89 · Answer 15 · 2026-04-01 06:29:12

89

Views

Expectation of Gaussian random varible composed with max function

Published on 01 Apr 2026 - 6:29

List Question

Does there exist closed-form solutions for calculations in the EM-algorithm for Gaussian Mixtures?

Normal Distribution P(Z= 1.75)

Is $cY$ lognormal?

$Y$ is normally distributed or constant if $X$ and $X+Y$ are normally distributed and $X$, $Y$ are independent

Compute $E\left(\min( z_1^2+z_2^2, \eta_0)\cdot\min( z_1^2-2\rho z_1z_2+z_2^2, \eta_1)\right)$ with $(z_1,z_2)$ centered normal

Finding the limit of the DF of the arithmetic mean of RVs

Maximum value of n Normal distribution with different means

Variance of XY for 2 correlated normal variables

$E(X|X>Y)$ for i.i.d normals?

How does one solve a bivariate normal density function?

What is the covariance of $\min(X,Y)$ and $\min(X,Z)$ when $X$, $Y$, $Z$ are i.i.d. standard normal?

Standard Normal Distribution & Altered Expectation

Find the transformation matrix $A$ of a random vector $X $such that $Y = XA^T$ has uncorrelated components.

Independence of the absolute value of a standard normal distribution to its positive indicator

Expectation of Gaussian random varible composed with max function

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